macro shots with canon s400 need help

Hello. I just bought a canon s400 and absolutely love it. The only downside
to the camera is I've found the macro mode doesn't really let me get as
close as I'd like when photographing small bugs.

I found this lens adapter at Adorama:
http://www.adorama.com/ICALAS400.html

Has anyone had really good results shooting macro with the s400 and do you
think this contraption I found coupled with a close-up filter would do the
job? (or would it just be a waste of money?)

Really appreciate the help.
Dave